Pages that link to "Item:Q2359719"
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The following pages link to Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719):
Displaying 13 items.
- Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions (Q1715552) (← links)
- Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Hitting probabilities of weighted Poisson processes with different intensities and their subordinations (Q2154241) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Self-decomposability of weak variance generalised gamma convolutions (Q2289801) (← links)
- On some distributional properties of subordinated Gaussian random fields (Q2684935) (← links)
- OPTION PRICING IN THE VARIANCE-GAMMA MODEL UNDER THE DRIFT JUMP (Q4571696) (← links)
- Marginal consistent dependence modelling using weak subordination for Brownian motions (Q4619532) (← links)
- MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS (Q4631692) (← links)
- Dependence calibration and portfolio fit with factor-based subordinators (Q5001188) (← links)
- Necessity of weak subordination for some strongly subordinated Lévy processes (Q5014298) (← links)
- Building multivariate Sato models with linear dependence (Q5234317) (← links)
